ON PROBABILITIES ASSOCIATED WITH THE MINIMUM DISTANCE BETWEEN EVENTS OF A POISSON PROCESS IN A FINITE INTERVAL

We revisit the probability that any two consecutive events in a Poisson process N on [0, t] are separated by a time interval that is greater than s (< t) (a particular scan statistic probability) and the closely related probability (recently introduced by Todinov [8], who denotes it as pMFFOP) that before any event of N in [0, t], there exists an event-free interval greater than s. Both probabilities admit simple explicit expressions, which, however, become intractable for very large values of t/s. Our main objective is to demonstrate that these probabilities can be approximated extremely well for large values of t/s by some very tractable and attractive expressions (actually, already for t larger than a few multiples of s).